+55.4%
CCL vs LBRT
+26.0%
+29.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -5.0% | +8.7% | -13.8% | -6.4% |
| 30D | -20.3% | +6.6% | -27.0% | -21.4% |
| 3M | -15.1% | -34.5% | +19.3% | -9.3% |
| 6M | -15.1% | -24.5% | +9.4% | -13.3% |
| YTD | -21.8% | +12.7% | -34.5% | -27.6% |
| 1Y | -24.8% | +94.8% | -119.6% | -40.0% |
| All | +55.4% | +26.0% | +29.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling